Parameter Estimation of Rayleigh Distribution Based on MCEM Algorithm

MCEM algorithm produces based on the evolution of the EM algorithm. According to the MCEM algorithm theory, the iterative formula of parameter estimation of Rayleigh was derived based on MCEM algorithm, meanwhile the computer simulation algorithm was designed. Computer simulation shows that , in the case of the small sample, parameter estimation of MCEM algorithm is more stable and precise than MLE algorithm.